Anic Equity

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Total return since start: 0.55 %

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Equity now: -----------------------------> 47343.03 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 45948.05 Kr

PnL: ---------------------------------------> -940.52 Kr

DD now: ---------------------------------> -2.646 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-26 15:35:51.124767'

Anic Portfolio

Today

Return: -0.193 %

This Week

Return: -1.189 %

Total

Return: 54.989 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	50	2.660000	3090.000000	163.000000	5.570000	2927.000000
HEBA B	70	-0.500000	2775.500000	139.500000	5.290000	2636.000010
HMS Networks	2	16.480000	805.600000	132.600000	19.700000	673.000000
SAAB B	8	0.990000	3441.600000	64.600000	1.910000	3377.000000
Samhällsbyggnadsbo. i Norden B	20	0.640000	394.500000	39.500000	11.130000	355.000000
MedCap	2	-0.430000	459.000000	38.000000	9.030000	421.000000
Boozt	12	1.080000	1686.000000	32.000000	1.930000	1653.999996
Corem Property Group B	59	-1.630000	607.110000	30.110000	5.220000	576.999999
AcadeMedia	12	-1.150000	578.880000	21.880000	3.930000	557.000004
Resurs Holding	22	-1.170000	594.880000	20.880000	3.640000	573.999998
Intrum	4	3.020000	546.200000	19.200000	3.640000	527.000000
Nordea Bank Abp	29	-0.030000	3467.820000	13.820000	0.400000	3453.999992
OEM International B	7	0.780000	541.800000	13.800000	2.610000	527.999997
Swedbank A	3	-0.410000	577.350000	13.350000	2.370000	564.000000
Fastighetsbolag. Emilshus Pref	21	-0.180000	574.350000	12.350000	2.200000	562.000005
Eastnine	4	0.000000	502.400000	11.400000	2.320000	491.000000
Securitas B	6	0.120000	579.480000	9.480000	1.660000	570.000000
Karnov Group	9	0.670000	544.500000	8.500000	1.590000	536.000004
Norva24 Group	16	0.760000	550.400000	7.400000	1.360000	543.000000
CTEK	13	1.500000	537.030000	3.030000	0.570000	533.999999
Samhällsbyggnadsbo. i Norden D	12	0.290000	248.400000	2.400000	0.980000	246.000000
Coor Service Management Hold.	8	-0.220000	534.000000	2.000000	0.380000	532.000000
Creaspac SPAC	6	0.100000	577.800000	0.800000	0.140000	577.000002
Handelsbanken A	5	0.050000	540.000000	-6.000000	-1.100000	546.000000
Midsona B	63	1.680000	570.780000	-12.220000	-2.100000	582.999984
Essity B	2	-3.430000	540.000000	-34.000000	-5.920000	574.000000
International Petroleum Corp.	5	1.180000	559.000000	-35.570000	-5.980000	594.565215
Vivesto	1368	3.790000	553.770000	-59.230000	-9.660000	612.999432
Essity A	4	-3.040000	1084.000000	-65.000000	-5.660000	1149.000000
Sampo Oyj SDB	7	-1.380000	3762.500000	-87.500000	-2.270000	3850.000000
Beijer Electronics Group	26	-8.770000	2865.200000	-105.800000	-3.560000	2971.000006
Fasadgruppen Group	35	-0.960000	3598.000000	-213.000000	-5.590000	3810.999990
OX2	18	1.220000	1420.200000	-243.800000	-14.650000	1663.999992
Axfood	13	-3.160000	3463.200000	-292.800000	-7.800000	3756.000001
Ovzon	52	0.560000	2776.800000	-585.200000	-17.410000	3361.999992
TOTAL			45948.050000	-940.520000	-2.64623%	46888.564618

Updated:

'2023-01-26 15:36:03.949152'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.